Differential Eigenvalue Problem Research Articles

Approximation of positive solutions of symmetric eigenvalue problems with nonlinear dependence on the spectral parameter

A symmetric partial differential eigenvalue problem with nonlinear dependence on the spectral parameter arising in plasma physics is studied. We propose and justify new conditions for the existence of a positive eigenvalue and the corresponding positive eigenfunction. A finite element approximation of the problem preserving the property of positivity of solutions is constructed. The existence and convergence of approximate solutions are established.

Two-phase flow-induced vibration of tilted curved bi-directional functionally graded nanopipe in supersonic airflow

Flow-induced vibration is known as a prevalent phenomenon in various industries. As a result of the flow, dynamic fluid forces are generated, which lead to the excitation of the system. Multiphase flow, found commonly in both natural and industrial settings, including industrial plants, is a significant source of noise and vibration. In the two-phase flow, as a particular case of multiphase flow, flow configuration plays a major role in the system’s traits. Despite recent advancements in flow-induced vibration, it is still considered an unresolved topic. This research develops a new multi-physics simulation for the stability study of a two-directional functionally graded tilted curved cylindrical nanopipe conveying a liquid-gas two-phase flow. Nonlocal stress–strain gradient theory (NSGT) with two size-dependent parameters (nonlocal and length scale) is presented to simulate the current nanostructure. Newton’s second law has been employed to govern the resultant forces that act on a control volume at a differential fluid element of fluid. Hiring the finite element (FE) approach alongside the generalized differential quadrature role (GDQR), both the eigenvector and eigenvalue problems are presented for analyzing the characteristics of the nanosystem under various situations. An exhaustive parametric analysis is also provided to make clear the role of varied parameters such as velocity of fluid flow, aerodynamic pressure, air yaw angle, and gas volume fraction coefficient on the system’s fundamental frequency.

Stability of penetrative convective currents in local thermal non-equilibrium

The aim of this paper is to investigate the onset of penetrative convection in a Darcy–Brinkman porous medium under the hypothesis of local thermal non-equilibrium. For the problem at stake, the strong form of the principle of exchange of stabilities has been proved, i.e. convective motions can occur only through secondary stationary motions. We perform linear and nonlinear stability analyses of the basic state, with particular regard to the behaviour of stability thresholds with respect to the relevant physical parameters characterizing the problem. The Chebyshev- τ method and the shooting method are employed and accurately implemented to solve the differential eigenvalue problems arising from linear and nonlinear analyses to determine critical Rayleigh numbers. Via numerical simulations, the stabilizing effect of the upper bounding plane temperature, of the Darcy number and of the interaction coefficient for the heat exchange, is demonstrated.

Bernstein spectral method for quasinormal modes and other eigenvalue problems

Spectral methods are now common in the solution of ordinary differential eigenvalue problems in a wide variety of fields, such as in the computation of black hole quasinormal modes. Most of these spectral codes are based on standard Chebyshev, Fourier, or some other orthogonal basis functions. In this work we highlight the usefulness of a relatively unknown set of non-orthogonal basis functions, known as Bernstein polynomials, and their advantages for handling boundary conditions in ordinary differential eigenvalue problems. We also report on a new user-friendly package, called SpectralBP, that implements Berstein-polynomial-based pseudospectral routines for eigenvalue problems. We demonstrate the functionalities of the package by applying it to a number of model problems in quantum mechanics and to the problem of computing scalar and gravitational quasinormal modes in a Schwarzschild background. We validate our code against some known results and achieve excellent agreement. Compared to continued-fraction or series methods, global approximation methods are particularly well-suited for computing purely imaginary modes such as the algebraically special modes for Schwarzschild gravitational perturbations.

Thermohaline convection of a Casson fluid in a porous layer: Linear and non-linear stability analyses

The study investigates the thermosolutal convection of a Casson fluid in a horizontal layer that is heated and salted from below. Both linear and non-linear analyses are performed using the method of normal modes to solve the governing equations. Interestingly, the study demonstrates that the linear and non-linear stability thresholds coincide. To solve the differential eigenvalue problem for linear theory, a one-term Galerkin approach is employed. Meanwhile, for the eigenvalue problem of non-linear instability, a numerical solution is obtained using the bvp4c routine in MATLAB. The results reveal some important findings. First, the Casson parameter is shown to destabilize the flow, leading to instability. However, the Darcy number and solutal Rayleigh number are found to have a stabilizing effect on the system. Furthermore, the study develops a weakly non-linear theory using multiple scale analysis to investigate heat and mass transport, offering valuable insight into these transport phenomena within the context of the system under consideration.

Chebyshev-tau method for certain generalized eigenvalue problems occurring in hydrodynamics: a concise survey

The aim of this survey is to give a concise but technical and, as much as possible, comprehensive introduction to the resolution of certain eigenvalue problems occurring in the research field of hydrodynamics via the Chebyshev-tau method. While many details on the construction of mathematical models (for which we will refer to notable and well-known references as reported by Chandrasekhar (Hydrodynamic and hydromagnetic stability, Dover, London, 1981); Straughan (The energy method, stability, and nonlinear convection, Springer, New York, 2004); Nield and Bejan (Convection in porous media, Springer, New York, 2017)) will not be given, much attention will be paid to the practical and theoretical aspects of the discretization of the continuum problem. Chebyshev polynomials will be employed to expand solutions of the differential eigenvalue problem and end up with a discrete eigenvalue problem. Finally, MATLAB codes for the considered problems are shown in detail and available on GitHub.

Complex moment-based methods for differential eigenvalue problems

This paper considers computing partial eigenpairs of differential eigenvalue problems (DEPs) such that eigenvalues are in a certain region on the complex plane. Recently, based on a “solve-then-discretize” paradigm, an operator analogue of the FEAST method has been proposed for DEPs without discretization of the coefficient operators. Compared to conventional “discretize-then-solve” approaches that discretize the operators and solve the resulting matrix problem, the operator analogue of FEAST exhibits much higher accuracy; however, it involves solving a large number of ordinary differential equations (ODEs). In this paper, to reduce the computational costs, we propose operation analogues of Sakurai–Sugiura-type complex moment-based eigensolvers for DEPs using higher-order complex moments and analyze the error bound of the proposed methods. We show that the number of ODEs to be solved can be reduced by a factor of the degree of complex moments without degrading accuracy, which is verified by numerical results. Numerical results demonstrate that the proposed methods are over five times faster compared with the operator analogue of FEAST for several DEPs while maintaining almost the same high accuracy. This study is expected to promote the “solve-then-discretize” paradigm for solving DEPs and contribute to faster and more accurate solutions in real-world applications.

Unified Integral Transforms and Non-Classical Eigenvalue Problems in Heat and Mass Transfer

Abstract The generalized integral transform technique (GITT) is reviewed as a computational–analytical methodology in linear and nonlinear convection–diffusion problems, based on eigenfunction expansions extracted from characteristic differential operators, coefficients, and boundary conditions present in the original partial differential problem formulation. Here, the emphasis is on the employment of nonclassical eigenvalue problems as the expansion basis, which do not fall into the more usual framework of Sturm–Liouville problems. The goal is to enable or improve the eigenfunction expansions convergence, by incorporating more information from the original operators into the chosen eigenvalue problem, while requiring the handling of such a more involved expansion base. In this concern, the proposed differential eigenvalue problem can itself be handled by the GITT, leading to an algebraic eigensystem analysis. Different classes of nonclassical eigenvalue problems are then reviewed and associated with typical applications in heat and mass transfer. Representative test cases are then chosen to illustrate the extended methodology and demonstrate the convergence rates attainable by this enhanced hybrid solution path.

Weighted local Weyl laws for elliptic operators

Let $A$ be an elliptic pseudo-differential operator of order $m$ on a closed manifold $\man$ of dimension $n>0$, formally positive self-ajdoint with respect to some positive smooth density $d\mu_\man$. Then, the spectrum of $A$ is made up of a sequence of eigenvalues $(\lambda_k)_{k\geq 1}$ whose corresponding eigenfunctions $(e_k)_{k\geq 1}$ are $C^\infty$ smooth. Fix $s\in\R$ and define \ \[ K_L^s(x,y)=\sum_{0<\lambda_k\leq L}\lambda_k^{-s} e_k(x)\overline{e_k(y)}\, . \] We derive asymptotic formulae near the diagonal for the kernels $K_L^s(x,y)$ when $L\rightarrow +\infty$ with fixed $s$. For $s=0$, $K^0_L$ is the kernel of the spectral projector studied by H\ormander in [Hor68]. In the present work we build on H\ormander's result to study the kernels $K^s_L$. If $s<\frac{n}{m}$, $K_L^s$ is of order $L^{-s+n/m}$ and near the diagonal, the rescaled leading term behaves like the Fourier transform of an explicit function of the symbol of $A$. If $s=\frac{n}{m}$, under some explicit generic condition on the principal symbol of $A$, which holds if $A$ is a differential operator, the kernel has order $\ln(L)$ and the leading term has a logarithmic divergence smoothed at scale $L^{-1/m}$. Our results also hold for elliptic differential Dirichlet eigenvalue problems.

KANTBP 3.1: A program for computing energy levels, reflection and transmission matrices, and corresponding wave functions in the coupled-channel and adiabatic approaches

A FORTRAN program for calculating energy values, reflection and transmission matrices, and corresponding wave functions in a coupled-channel approximation of the adiabatic approach is presented. In this approach, a multidimensional Schrödinger equation is reduced to a system of the coupled second-order ordinary differential equations on a finite interval with the homogeneous boundary conditions of the third type at left- and right-boundary points for the discrete spectrum and scattering problems. The resulting system of such equations, containing potential matrix elements and first-derivative coupling terms is solved using high-order accuracy approximations of the finite element method. The scattering problem is solved with non-diagonal potential matrix elements in the left and/or right asymptotic regions and different left and right threshold values. Benchmark calculations for the fusion cross sections of 36S+48Ca, 64Ni+100Mo reactions are presented. As a test desk, the program is applied to the calculation of the reflection and transmission matrices and corresponding wave functions of the exact solvable wave-guide model, and also the fusion cross sections and mean angular momenta of the 16O+144Sm reaction. Program summaryProgram Title: KANTBPCPC Library link to program files:https://doi.org/10.17632/4vm9fhyvh3.1Licensing provisions: CC BY NC 3.0Programming language: FORTRANNature of problem: In the adiabatic approach [1], a multidimensional Schrödinger equation for quantum reflection [2], the photoionization and recombination of a hydrogen atom in a homogeneous magnetic field [3–6], the three-dimensional tunneling of a diatomic molecule incident upon a potential barrier [7], wave-guide models [8], the fusion model of the collision of heavy ions [9–11], and low-energy fusion reactions of light- and medium mass nuclei [12] is reduced by separating the longitudinal coordinate, labeled as z, from transversal variables to a system of second-order ordinary differential equations containing the potential matrix elements and first-derivative coupling terms. The purpose of this paper is to present a program based on the use of high-order accuracy approximations of the finite element method (FEM) for calculating energy levels, reflection and transmission matrices and wave functions for such systems of coupled-channel second order differential equations (CCSODEs) on finite intervals of the variable z∈[zmin,zmax] with homogeneous boundary conditions of the third-type at the left- and right-boundary points, which follow from the discrete spectrum and scattering problems.Solution method: The boundary-value problems for the system of CCSODEs are solved by the FEM using high-order accuracy approximations [13,14]. The generalized algebraic eigenvalue problem AF=EBF with respect to pair unknowns (E,F), arising after the replacement of the differential eigenvalue problem by the finite-element approximation, is solved by the subspace iteration method [14]. The generalized algebraic eigenvalue problem of a special form (A−EB)F=DF with respect to pair unknowns (D,F) arising after the corresponding replacement of the scattering boundary problem in open channels at fixed energy value, E, is solved by the L DLT factorization of the symmetric matrix and back-substitution methods [14].Additional comments including restrictions and unusual features: The user must supply subroutine POTCAL for evaluating potential matrix elements. The user should also supply subroutines ASYMEV (when solving the eigenvalue problem) or ASYMSL and ASYMSR (when solving the scattering problem) which evaluate asymptotics of the wave functions at boundary points in the case of a boundary conditions of the third-type for the above problems.

Buoyancy-driven instabilities of partially miscible fluids in inclined porous media

This study presents a buoyancy-driven stability analysis in a three-dimensional inclined porous medium with a capillary transition zone that is formed between a non-wetting and an underlying wetting phase. In this two-phase, two-component, partially miscible system, a solute from a non-wetting phase diffuses into a porous layer saturated with a wetting-phase fluid, creating a dense diffusive boundary layer beneath an established capillary transition zone. Transient concentration and gravity-driven velocity fields are derived for the wetting phase while the saturation field remains fixed. Linear stability analysis with the quasi-steady-state approximation is employed to determine the onset of solutal convective instability for buoyancy-dominant, in-transition and capillary-dominant systems. The analysis of the problem leads to a differential eigenvalue problem composed of a system of three complex-valued equations that are numerically solved to determine the critical times, critical wavenumbers and neutral stability curves as a function of inclination angle for different Bond numbers. The layer inclination is shown to play an essential role in the stability of the problem, where the gravity-driven flow removes solute concentrations in the diffusive boundary layer. The results indicate that the horizontal porous layer exhibits the fastest onset of instability, and longitudinal rolls are always more unstable than oblique and transverse rolls. The inclination angle has a more substantial impact on stabilizing the diffusive boundary layer in the buoyancy-dominant than in the capillary-dominant systems. Furthermore, for both buoyancy-dominant and capillary-dominant systems, the critical times and wavenumbers vary exponentially with inclination angle ≤ 60° and follow the Stirling model.

Normal modes with boundary dynamics in geophysical fluids

Three-dimensional geophysical fluids support both internal and boundary-trapped waves. To obtain the normal modes in such fluids, we must solve a differential eigenvalue problem for the vertical structure (for simplicity, we only consider horizontally periodic domains). If the boundaries are dynamically inert (e.g., rigid boundaries in the Boussinesq internal wave problem and flat boundaries in the quasigeostrophic Rossby wave problem), the resulting eigenvalue problem typically has a Sturm–Liouville form and the properties of such problems are well-known. However, when restoring forces are also present at the boundaries, then the equations of motion contain a time-derivative in the boundary conditions, and this leads to an eigenvalue problem where the eigenvalue correspondingly appears in the boundary conditions. In certain cases, the eigenvalue problem can be formulated as an eigenvalue problem in the Hilbert space L2⊕C and this theory is well-developed. Less explored is the case when the eigenvalue problem takes place in a Pontryagin space, as in the Rossby wave problem over sloping topography. This article develops the theory of such problems and explores the properties of wave problems with dynamically active boundaries. The theory allows us to solve the initial value problem for quasigeostrophic Rossby waves in a region with sloping bottom (we also apply the theory to two Boussinesq problems with a free-surface). For a step-function perturbation at a dynamically active boundary, we find that the resulting time-evolution consists of waves present in proportion to their projection onto the dynamically active boundary.

Eigentools: A Python package for studying differential eigenvalue problems with an emphasis on robustness

Oishi et al., (2021). eigentools: A Python package for studying differential eigenvalue problems with an emphasis on robustness. Journal of Open Source Software, 6(62), 3079, https://doi.org/10.21105/joss.03079

On the Stability of Convection in a Non-Newtonian Vertical Fluid Layer in the Presence of Gold Nanoparticles: Drug Agent for Thermotherapy

We consider the effect of gold nanoparticles on the stability properties of convection in a vertical fluid layer saturated by a Jeffreys fluid. The vertical boundaries are rigid and hold at uniform but different temperatures. Brownian diffusion and thermophoresis effects are considered. Due to numerous applications in the biomedical industry, such a study is essential. The linear stability is investigated through the normal mode disturbances. The resulting stability problem is an eighth-order ordinary differential complex eigenvalue problem that is solved numerically using the Chebyshev collection method. Its solution provides the neutral stability curves, defining the threshold of linear instability, and the critical parameters at the onset of instability are determined for various values of control parameters. The results for Newtonian fluid and second-grade fluid are delineated as particular cases from the present study. It is shown that the Newtonian fluid has a more stabilizing effect than the second-grade and the Jeffreys fluids in the presence of gold nanoparticles and, Jeffreys fluid is the least stable.

Convective and Absolute Instabilities Induced by Viscous Dissipation in the Thermocapillary Convection With Through-Flow

Abstract The mixed convection in a thin liquid film flow over a horizontal plate is investigated under finite Prandtl numbers. The gas–liquid interface is considered free, nondeformable and subject to surface tension gradients and convection, while gravity is assumed negligible. Therefore, thermocapillary instead of buoyancy effects appears due to the unstable temperature stratification induced by the internal heating generated by viscous dissipation. A linear and modal stability analysis of this model is then performed to identify its convective/absolute nature. This is achieved by solving the resulting differential eigenvalue problem with a shooting method. Longitudinal rolls are the most unstable at the onset of instability for most parametric conditions. Otherwise, transverse rolls are the first to become convectively unstable. Finally, longitudinal rolls are absolutely stable. A transition to absolute instability occurs through transverse rolls, but only within a limited region in parametric space.

Thermally unstable throughflow of a power–law fluid in a vertical porous cylinder with arbitrary cross–section

The present paper investigates how the cross–sectional shape of a vertical porous cylinder affects the onset of thermoconvective instability of the Rayleigh–Bénard type. The fluid saturating the porous medium is assumed to be a non–Newtonian power–law fluid. A linear stability analysis of the vertical thorughflow is carried out. Three special shapes of the cylinder cross–section are analysed: square, circular and elliptical. The effect of changing the power–law index is investigated. The stability of a steady base state with vertical throughflow is analysed. The resulting stability problem is a differential eigenvalue problem that is solved numerically through the shooting method. The dimensionless numbers here considered are the non–Newtonian version of the Darcy–Rayleigh number, Ra, the Péclet number, Pe, and the power–law index, n. Results are presented in the form of marginal stability curves with Ra plotted as a function of the cylinder aspect ratio, by assuming different values of Pe and n. The critical values of Ra are also computed. Results show that the critical Rayleigh number Rac for instability depends only on Pe and n, and is independent of the shape of the cylinder cross–section. The geometry of the sidewall just contributes the selection of the allowed wavenumbers.

A fractional differential quadrature method for fractional differential equations and fractional eigenvalue problems

In this paper, based on the differential quadrature method (DQM), matrix operators are derived for fractional integration and Caputo differentiation. These operators generalize the efficient DQM to fractional calculus. The proposed fractional differential/integral quadrature method (FDIQM) is used to solve various types of fractional ordinary and partial differential equations. FDIQM unifies the solution of multi‐integer fractional‐order differential equations leading to significant simplification in the implementation. Numerous examples are presented to demonstrate the accuracy of the operators. Other examples are presented to solve various fractional differential equations including time‐fractional sub‐diffusion equation, linear/nonlinear, and multiorder fractional differential equations. In addition, numerous boundary conditions are considered including mixed fractional derivatives. Further, a nonlinear fractional eigenvalue problem is solved efficiently, and its bifurcation diagrams are obtained. Comparisons between the proposed method and the existing ones are included, showing the ease of implementation, efficiency, and applicability of FDIQM.

Eigenvibrations of an elastic bar with mechanical resonator

The differential eigenvalue problem governing eigenvibrations of an elastic bar with fixed first end and mechanical resonator attached to second end is investigated. This problem has an increasing sequence of positive simple eigenvalues with limit point at infinity. To the sequence of eigenvalues, there corresponds a complete orthonormal system of eigenfunctions. We introduce limit differential eigenvalue problems and derive the convergence of the eigenvalues and eigenfunctions of the initial problem to the corresponding eigenvalues and eigenfunctions of the limit problems as a resonator parameter tending to infinity. The original differential eigenvalue problem is approximated by the finite difference method on a uniform mesh. Error estimates for approximate eigenvalues and eigenfunctions are established. Theoretical results are illustrated by numerical experiments for model problems. Investigations of this paper can be generalized for the cases of more complicated and important problems on eigenvibrations of beams, plates and shells with attached resonators.

Quadrature finite element method for the problem on eigenvibrations of a bar with elastic support

The differential eigenvalue problem describing eigenvibrations of a bar with fixed ends and with elastic support at an interior point is investigated. This problem has an increasing sequence of positive simple eigenvalues with limit point at infinity. To the sequence of eigenvalues, there corresponds a complete orthonormal system of eigenfunctions. We formulate a limit differential eigenvalue problem and prove the convergence of the eigenvalues and eigenfunctions of the initial problem to the corresponding eigenvalues and eigenfunctions of the limit problem as stiffness coefficient tending to infinity. The original differential eigenvalue problem is approximated by the quadrature finite element method of arbitrary order on a uniform grid. Error estimates for approximate eigenvalues and eigenfunctions are established. Theoretical results are illustrated by numerical experiments for a model problem. Investigations of this paper can be generalized for the cases of more complicated and important problems on eigenvibrations of beams, plates and shells with elastic support.

Almost Exact Computation of Eigenvalues in Approximate Differential Problems

Differential eigenvalue problems arise in many fields of Mathematics and Physics, often arriving, as auxiliary problems, when solving partial differential equations. In this work, we present a method for eigenvalues computation following the Tau method philosophy and using Tau Toolbox tools. This Matlab toolbox was recently presented and here we explore its potential use and suitability for this problem. The first step is to translate the eigenvalue differential problem into an algebraic approximated eigenvalues problem. In a second step, making use of symbolic computations, we arrive at the exact polynomial expression of the determinant of the algebraic problem matrix, allowing us to get high accuracy approximations of differential eigenvalues.